Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
3,277.0 |
3,301.0 |
24.0 |
0.7% |
3,297.0 |
High |
3,302.0 |
3,322.0 |
20.0 |
0.6% |
3,313.0 |
Low |
3,268.0 |
3,300.0 |
32.0 |
1.0% |
3,249.0 |
Close |
3,274.0 |
3,311.0 |
37.0 |
1.1% |
3,280.0 |
Range |
34.0 |
22.0 |
-12.0 |
-35.3% |
64.0 |
ATR |
31.9 |
33.1 |
1.1 |
3.6% |
0.0 |
Volume |
824,582 |
783,605 |
-40,977 |
-5.0% |
1,776,842 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,377.0 |
3,366.0 |
3,323.1 |
|
R3 |
3,355.0 |
3,344.0 |
3,317.1 |
|
R2 |
3,333.0 |
3,333.0 |
3,315.0 |
|
R1 |
3,322.0 |
3,322.0 |
3,313.0 |
3,327.5 |
PP |
3,311.0 |
3,311.0 |
3,311.0 |
3,313.8 |
S1 |
3,300.0 |
3,300.0 |
3,309.0 |
3,305.5 |
S2 |
3,289.0 |
3,289.0 |
3,307.0 |
|
S3 |
3,267.0 |
3,278.0 |
3,305.0 |
|
S4 |
3,245.0 |
3,256.0 |
3,298.9 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,472.7 |
3,440.3 |
3,315.2 |
|
R3 |
3,408.7 |
3,376.3 |
3,297.6 |
|
R2 |
3,344.7 |
3,344.7 |
3,291.7 |
|
R1 |
3,312.3 |
3,312.3 |
3,285.9 |
3,296.5 |
PP |
3,280.7 |
3,280.7 |
3,280.7 |
3,272.8 |
S1 |
3,248.3 |
3,248.3 |
3,274.1 |
3,232.5 |
S2 |
3,216.7 |
3,216.7 |
3,268.3 |
|
S3 |
3,152.7 |
3,184.3 |
3,262.4 |
|
S4 |
3,088.7 |
3,120.3 |
3,244.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,322.0 |
3,249.0 |
73.0 |
2.2% |
29.4 |
0.9% |
85% |
True |
False |
1,036,130 |
10 |
3,322.0 |
3,249.0 |
73.0 |
2.2% |
30.0 |
0.9% |
85% |
True |
False |
613,921 |
20 |
3,322.0 |
3,167.0 |
155.0 |
4.7% |
27.5 |
0.8% |
93% |
True |
False |
323,844 |
40 |
3,322.0 |
3,075.0 |
247.0 |
7.5% |
31.8 |
1.0% |
96% |
True |
False |
163,101 |
60 |
3,322.0 |
2,994.0 |
328.0 |
9.9% |
33.8 |
1.0% |
97% |
True |
False |
108,887 |
80 |
3,322.0 |
2,910.0 |
412.0 |
12.4% |
34.1 |
1.0% |
97% |
True |
False |
81,701 |
100 |
3,322.0 |
2,866.0 |
456.0 |
13.8% |
31.7 |
1.0% |
98% |
True |
False |
65,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,415.5 |
2.618 |
3,379.6 |
1.618 |
3,357.6 |
1.000 |
3,344.0 |
0.618 |
3,335.6 |
HIGH |
3,322.0 |
0.618 |
3,313.6 |
0.500 |
3,311.0 |
0.382 |
3,308.4 |
LOW |
3,300.0 |
0.618 |
3,286.4 |
1.000 |
3,278.0 |
1.618 |
3,264.4 |
2.618 |
3,242.4 |
4.250 |
3,206.5 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
3,311.0 |
3,302.5 |
PP |
3,311.0 |
3,294.0 |
S1 |
3,311.0 |
3,285.5 |
|